bandPPP | Bayesian Estimation of a Banded Covariance Matrix |
bmspcov | Bayesian Sparse Covariance Estimation |
colon | colon dataset |
cv.bandPPP | CV for Bayesian Estimation of a Banded Covariance Matrix |
cv.thresPPP | CV for Bayesian Estimation of a Sparse Covariance Matrix |
estimate | Point-estimate of posterior distribution |
plot.bspcov | Plot Diagnostics of Posterior Samples and Cross-Validation |
plot.postmean.bspcov | Draw a Heat Map for Point Estimate of Covariance Matrix |
sbmspcov | Bayesian Sparse Covariance Estimation using Sure Screening |
SP500_idioerr | SP500 dataset |
summary.bspcov | Summary of Posterior Distribution |
thresPPP | Bayesian Estimation of a Sparse Covariance Matrix |
tissues | tissues dataset |
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